Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47366.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45968.27 Kr¶

PnL: ---------------------------------------> -920.3 Kr¶

DD now: ---------------------------------> -2.598 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:00:52.225698'

Anic Portfolio¶

Today¶

Return: 0.119 %¶

This Week¶

Return: -1.141 %¶

Total¶

Return: 55.065 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.000000 3110.000000 183.000000 6.250000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 0.000000 790.800000 117.800000 17.500000 673.000000
SAAB B 8 0.000000 3443.200000 66.200000 1.960000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.000000 389.800000 34.800000 9.800000 355.000000
Nordea Bank Abp 29 0.050000 3485.220000 31.220000 0.900000 3453.999992
Corem Property Group B 59 0.490000 601.800000 24.800000 4.300000 576.999999
AcadeMedia 12 0.120000 579.360000 22.360000 4.010000 557.000004
Resurs Holding 22 0.000000 593.780000 19.780000 3.450000 573.999998
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
Intrum 4 0.000000 544.800000 17.800000 3.380000 527.000000
Boozt 12 0.000000 1671.600000 17.600000 1.060000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 0.000000 575.850000 11.850000 2.100000 564.000000
Securitas B 6 0.000000 576.120000 6.120000 1.070000 570.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 580.800000 3.800000 0.660000 577.000002
Coor Service Management Hold. 8 0.000000 535.600000 3.600000 0.680000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Handelsbanken A 5 0.000000 540.000000 -6.000000 -1.100000 546.000000
CTEK 13 -0.710000 526.890000 -7.110000 -1.330000 533.999999
Midsona B 63 0.000000 568.260000 -14.740000 -2.530000 582.999984
Essity B 2 0.000000 549.200000 -24.800000 -4.320000 574.000000
International Petroleum Corp. 5 0.000000 552.000000 -42.570000 -7.160000 594.565215
Essity A 4 0.000000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.000000 3759.000000 -91.000000 -2.360000 3850.000000
Beijer Electronics Group 26 0.000000 2802.800000 -168.200000 -5.660000 2971.000006
Fasadgruppen Group 35 0.000000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 0.000000 1418.400000 -245.600000 -14.760000 1663.999992
Axfood 13 0.000000 3468.400000 -287.600000 -7.660000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45912.600000 -975.970000 -2.71442% 46888.564618

Updated:¶

'2023-01-27 09:00:15.553665'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶